Subgaussianity and exponential integrability of real random variables: comparison of the norms

Rita Giuliano Antonini

Bollettino dell'Unione Matematica Italiana (2000)

  • Volume: 3-B, Issue: 1, page 147-157
  • ISSN: 0392-4041

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Giuliano Antonini, Rita. "Subgaussianity and exponential integrability of real random variables: comparison of the norms." Bollettino dell'Unione Matematica Italiana 3-B.1 (2000): 147-157. <http://eudml.org/doc/195983>.

@article{GiulianoAntonini2000,
author = {Giuliano Antonini, Rita},
journal = {Bollettino dell'Unione Matematica Italiana},
keywords = {sub-Gaussian random variable; vector space; norm; moments of random variables; Gaussian standard},
language = {eng},
month = {2},
number = {1},
pages = {147-157},
publisher = {Unione Matematica Italiana},
title = {Subgaussianity and exponential integrability of real random variables: comparison of the norms},
url = {http://eudml.org/doc/195983},
volume = {3-B},
year = {2000},
}

TY - JOUR
AU - Giuliano Antonini, Rita
TI - Subgaussianity and exponential integrability of real random variables: comparison of the norms
JO - Bollettino dell'Unione Matematica Italiana
DA - 2000/2//
PB - Unione Matematica Italiana
VL - 3-B
IS - 1
SP - 147
EP - 157
LA - eng
KW - sub-Gaussian random variable; vector space; norm; moments of random variables; Gaussian standard
UR - http://eudml.org/doc/195983
ER -

References

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  1. KAHANE, J. P., Some random series of functions, Cambridge University Press, 1985. Zbl0571.60002MR833073
  2. BULDYGIN, V. V.- KOZACENKO, YU. V., Sub-gaussian random variables, Ukrainan Math. J., 32 (1980), 483-489. Zbl0479.60012MR598605
  3. GIULIANO ANTONINI, R., Subgaussian random variables in Hilbert spaces, Rend. Sem. Mat. Univ. Padova, 98 (1997), 89-99. Zbl0892.60049MR1492970
  4. GIULIANO ANTONINI, R., On the asymptotic behaviour of subgaussian processes, Atti Sem. Mat. Fis. Univ. Modena, XLVI (1998), 339-347. Zbl0922.60037MR1665907
  5. FUKUDA, R., Exponential integrability of sub-gaussian vectors, Prob. Th. Rel. Fields, 85 (1990), 505-521. Zbl0675.60007MR1061942
  6. KOZACENKO, YU. V.- OSTROVSKII, E. I., Banach spaces of random variables of subgaussian tupe, Theor. Probab. and Math. Stat., 32 (1986), 45-56. Zbl0626.60026
  7. FERNIQUE, X., Régularité des trajectoires des fonctions aléatoires gaussiennes, Lect. Notes Math.480, Springer1974. Zbl0331.60025MR413238

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